Tried to play ORB. Not sure if I had to hold this longer.
Execution detail:
Date/time | Symbol | Side | Price | Position |
---|---|---|---|---|
2014-11-06 09:43:14 | GNRC | buy | $39.428 | long |
2014-11-06 09:55:53 | GNRC | sell | $39.045 | 0 |
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I noticed in the book the ORBs are played in the direction of the gap. You got me curious now...I'm gonna recheck the class to see if kunal said anything about that